Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.697 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51847.85 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48648.79 Kr¶

PnL: ---------------------------------------> -438.78 Kr¶

DD now: ---------------------------------> -0.186 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:16:17.421195'

Anic Portfolio¶

Today¶

Return: -0.098 %¶

This Week¶

Return: 9.091 %¶

Total¶

Return: 69.737 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 0.150000 783.200000 110.200000 16.370000 673.000000
Nordea Bank Abp 29 0.150000 3540.320000 86.320000 2.500000 3453.999992
HEBA B 70 -1.030000 2695.000000 59.000000 2.240000 2636.000010
SAAB B 8 0.070000 3429.600000 52.600000 1.560000 3377.000000
Swedbank A 3 3.500000 611.700000 47.700000 8.460000 564.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 0.140000 609.840000 35.840000 6.240000 573.999998
AcadeMedia 12 -0.770000 589.920000 32.920000 5.910000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.370000 381.700000 26.700000 7.520000 355.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Intrum 4 0.740000 543.400000 16.400000 3.110000 527.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 0.250000 580.560000 10.560000 1.850000 570.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Midsona B 63 -0.740000 590.940000 7.940000 1.360000 582.999984
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Handelsbanken A 5 0.970000 548.500000 2.500000 0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Corem Property Group B 59 -0.710000 577.320000 0.320000 0.060000 576.999999
Creaspac SPAC 6 -0.520000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Boozt 12 -0.070000 1644.000000 -10.000000 -0.600000 1653.999996
Sampo Oyj SDB 7 0.000000 3832.500000 -17.500000 -0.450000 3850.000000
Essity B 2 0.440000 552.400000 -21.600000 -3.760000 574.000000
International Petroleum Corp. 5 -1.840000 560.000000 -34.570000 -5.810000 594.565215
CTEK 13 -1.950000 496.600000 -37.400000 -7.000000 533.999999
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -0.050000 567.450000 -45.550000 -7.430000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 0.740000 1795.200000 -193.800000 -9.740000 1989.000002
Axfood 15 0.220000 4054.500000 -245.500000 -5.710000 4300.000005
Ovzon 64 0.000000 3456.000000 -540.000000 -13.510000 3996.000000
TOTAL 48648.790000 -438.780000 -0.18583% 49087.564636

Updated:¶

'2023-01-31 09:16:30.362799'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶